Intrinsic volumes and Gaussian polytopes: the missing piece of the jigsaw

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Abstract: The intrinsic volumes of Gaussian polytopes are considered. A lower variance bound for these quantities is proved, showing that, under suitable normalization, the variances converge to strictly positive limits. The implications of this missing piece of the jigsaw in the theory of Gaussian polytopes are discussed.


Denote by \(\gamma_d\) the standard Gaussian measure on \({\mathbb R}^d\) with density \(\varphi_d=(2\pi)^{-d/2}\exp\left(-\|x\|^2/2\right)\), \(x\in {\mathbb R}^d\). Given \(n\geq d+1\) let \(X_1\),\dots, \(X_n\) be independent random points that are distributed on \({\mathbb R}^d\) according to the probability measure \(\gamma_d\). The random convex hull \(K_n=[X_1,\dots, X_n]\) of these points is a Gaussian polytope. For further background information and references see the survey paper [\textit{M. Reitzner}, in: New perspectives in stochastic geometry. Oxford: Oxford University Press. 45--76 (2010; Zbl 1202.60025)]. For \(l\in\{0,\dots, d\}\) denote by \(V_l(K_n)\) the \(l\)-th intrinsic volume of \(K_n\). Using the classical Efron-Stein jackknife inequality, \textit{D. Hug} and \textit{M. Reitzner} [Adv. Appl. Probab. 37, No. 2, 297--320 (2005; Zbl 1089.52003)] obtained a first upper bound of the form \(\operatorname{Var}[V_l(K_n)]\leq c_d (\log n)^{(l-3)/2}\) with a constant \(c_d\in (0, +\infty)\) only depending on space dimension \(d\) (but not on \(l\)). In a remarkable paper [\textit{P. Calka} and \textit{J. E. Yukich}, Probab. Theory Relat. Fields 163, No. 1--2, 259--301 (2015; Zbl 1360.60030)], the precise variance asymptotic was derived, showing thereby that the upper bound from [Hug and Reitzner, loc. cit.] does not have the right order of magnitude. In fact, Theorem 1.5 from [loc. cit.] says that \(\lim_{n\to \infty} (\log n)^{{{d+3}\over{2}}-l} \operatorname{Var}[V_l(K_n)] =c_{d,l}\) with constant \(c_{d,l}\in [0, +\infty)\) only depending on \(d\) and \(l\). However, using the methods of [Calka and Yukich, loc. cit.] one is not able to exclude the possibility that \(c_{d, l}=0\). The aim of the present paper is to fill this gap and to show that, in fact, \(c_{d, l}>0\). The rest of this paper is structured as follows. In Section 2, the authors recall the essential steps of a geometric construction from [the first author and \textit{V. Vu}, Ann. Probab. 35, No. 4, 1593--1621 (2007; Zbl 1124.60014)] and prove some auxiliary results that are needed in the proof of the main result of the paper. The latter is the content of the final Section 3.











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